Starting to get Involved

Let's say supplier sent us products, where was one dimension out of specs. And this was first occurrence of problem. Supplier solved this issue properly along with the update of their PFMEA.

Should I consider to update our PFMEA based on this experience? For example, add in to Incoming Inspection potential failure mode such as particular dimension is out of specs and follow other items in PFMEA.

Seems like you answered your question. You already have a failure mode of your supplied components not being good. You can push further controls down on your supplier to reduce the likelihood of recurrence and/or take actions to verify that what you receive is actually good.

Let's say supplier sent us products, where was one dimension out of specs. And this was first occurrence of problem. Supplier solved this issue properly along with the update of their PFMEA.

Should I consider to update our PFMEA based on this experience? For example, add in to Incoming Inspection potential failure mode such as particular dimension is out of specs and follow other items in PFMEA.

For incoming inspection on the PFMEA, you should not be considering anything that's beyond the direct control of your organization. The potential failure modes for inspection operations may include things like "good" material being rejected, "bad" material being accepted, material being misidentified, paperwork being improperly executed, etc. Unlike other PFMEA operations, where the material is to be considered conforming when entering the operation, in inspection operations the condition of the material is unknown by definition. Don't create "controls" for things that you have no control over.

First, it's not a good idea to post a new question in an existing thread. You should always create a new thread in those instances. Since you're here, see my earlier response to the OP. In inspection operations, the material coming into the operation can't be considered "good" because by definition the condition is unknown. This is an exception to the idea that material coming into an operation should be considered conforming.